+30.8%
XLV vs FND
-50.3%
+81.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | -5.8% | +2.2% | -2.9% |
| 30D | -1.8% | -20.2% | +18.4% | +0.9% |
| 3M | +7.8% | -12.0% | +19.7% | +9.1% |
| 6M | +9.1% | -18.5% | +27.6% | +11.1% |
| YTD | +7.7% | -22.3% | +30.0% | +9.9% |
| 1Y | +20.4% | -47.6% | +68.1% | +29.2% |
| 3Y | +30.8% | -49.8% | +80.5% | +37.4% |
| All | +30.8% | -50.3% | +81.1% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling